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Research

PIMCO’s CMA Guide Value Models: A Systematic Valuation Anchor for Our Capital Market Forecasts

Executive Summary

  • PIMCO’s capital market assumptions (CMAs) encapsulate the firm’s outlook for risk factors that affect portfolios. One of the key elements of our process is that a set of quantitative guide values anchors our forecasts.
  • The CMA guide values are based on economic and empirical models that describe each risk factor – and represent a coherent framework for forecasting return expectations.
  • PIMCO’s portfolio managers use these guide values as a starting point for their forecasting exercise, and overlay them with the firm’s macroeconomic and asset market outlook. The result is a robust approach that blends our quantitative and qualitative insights to forecast asset returns.

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